Mean reversion on selected stocks in the Philippine stock market from 1998-2011

• المؤلفون الرئيسيون: Choi, Sung Ho, Kim, Woo Young, Shin, Bora, Villasana, Erika Dolor H., Rivera, John Paolo, panel chair
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2012
• الموضوعات: Stocks > Philippines; Stock exchanges > Philippines
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_bachelors/9042
• المؤسسة: De La Salle University

Predictability of stock movement has been studied in various methods. One method to analyze the movement of stock returns is to study the mean reversion phenomenon. Tendency of the returns of stocks to revert to a central value along the fluctuation is called mean reversion. Existence of the mean re...